Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1005522.3926 | 699198.5623 | 306323.8303 | 7740373.3759 | 2483981.9151 | 5256391.4608 |
Total P&L (%) | 1005.5224 | 699.1986 | 306.3238 | 7740.3734 | 2483.9819 | 5256.3915 |
Avg Daily Profit (%) | 0.6773 | 0.4709 | 0.2063 | 0.2942 | 0.2193 | 0.2685 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73391 | -125907 | -64200 | -4403571 | -5953321 | -2956846 |
Profit Factor | 1.9827 | 2.2498 | 1.6605 | 1.2312 | 1.1303 | 1.3645 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 104 | 44 | 60 | 104 | 44 | 60 |
Losing Trades | 150 | 83 | 67 | 150 | 83 | 67 |
Profitability (%) | 40.9449 | 34.6457 | 47.2441 | 40.9449 | 34.6457 | 47.2441 |
Ratio Avg Win / Avg Loss | 2.8597 | 4.244 | 1.8543 | 1.7758 | 2.1322 | 1.5237 |
Largest Winning Trade | 491279 | 491279 | 40850 | 2752010 | 2508009 | 2752010 |
Largest Losing Trade | -24015 | -20737 | -24015 | -1972288 | -1972288 | -1130681 |
Avg Bars in Trades | 68 | 72 | 65 | 68 | 72 | 65 |
Avg Bars in Winners | 103 | 111 | 97 | 103 | 111 | 97 |
Avg Bars in Losers | 44 | 51 | 36 | 44 | 51 | 36 |
Bars Traded | 17504 | 9171 | 8333 | 17504 | 9171 | 8333 |
Profit Streak | 16.7691 | 0 | 18.1024 | 16.7691 | 0 | 18.1024 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 513492 | 304114 | 363442 | 287909 | -74018 | 341555 |
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{ "first_band": { "type": "ssf", "factors": { "length": 187, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 123, "offset": 0 } } }
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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